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VIX9D/VIX Front Inversion

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Auto-generated. This article is rebuilt from app/signals/config/alert_thresholds.json by scripts/build_alerts_kb.py. Edit the alert config and re-run the script β€” do not edit this file directly.

VIX9D/VIX Front Inversion

Alert ID: VIX9D_VIX_INVERSION
Category: volatility
Cross-detection: yes

Severity

WARNING β€” conditions deteriorating; worth monitoring

Trigger condition

{
  "field": "vix9d_vix_ratio",
  "op": "gte",
  "value": 1.0,
  "prev_op": "lt",
  "prev_value": 1.0
}

vix9d_vix_ratio >= 1.0 Previous read must have satisfied vix9d_vix_ratio < 1.0 (cross-detection: fires only on the transition, not while the condition persists).

Cross-detection alerts fire only on the transition into the trigger state β€” the condition must have been false on the previous evaluation. Persistent states do not re-fire.

Message template

VIX9D/VIX ratio crossed above 1.00 to {vix9d_vix_ratio:.3f} β€” 9-day implied vol now above 30-day (front inversion). Vol-regime amplification state (R1): expect bigger moves BOTH ways over 1-5 sessions. Not a directional signal.

Rendered with the current signals dict via Python str.format. Placeholders that fail to resolve fall back to the raw template (see _format_message in app/signals/alerts.py).

Cooldown / dedup

Notifies

See also